+29.5%
TSCO vs OUST
-62.4%
+91.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.5% | +1.1% |
| 7D | +0.8% | +5.2% | -4.5% | +0.6% |
| 30D | +5.5% | -19.3% | +24.7% | +6.2% |
| 3M | +20.0% | -22.6% | +42.6% | +20.2% |
| 6M | -29.8% | +62.8% | -92.6% | -32.3% |
| YTD | -28.7% | +68.3% | -97.0% | -31.6% |
| 1Y | -40.9% | +28.5% | -69.5% | -43.0% |
| 3Y | -15.9% | +554.0% | -570.0% | -29.0% |
| 5Y | -3.5% | -56.2% | +52.8% | -10.5% |
| All | +29.5% | -62.4% | +91.9% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded OUST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling